+142.9%
QQQM vs STLD
+689.8%
-546.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | +6.2% | +6.9% | -0.7% | +4.6% |
| 30D | -7.4% | -1.5% | -6.0% | -7.2% |
| 3M | -4.8% | -9.7% | +4.9% | -2.9% |
| 6M | -2.4% | +2.3% | -4.8% | -3.7% |
| YTD | +12.4% | +41.0% | -28.6% | +2.6% |
| 1Y | +11.4% | +51.8% | -40.5% | -0.1% |
| 3Y | +85.4% | +126.4% | -41.0% | +49.6% |
| 5Y | +80.3% | +285.7% | -205.4% | +30.3% |
| All | +142.9% | +689.8% | -546.9% | +66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded STLD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling